Brnovich said they are “worried about this massive amount of data that is being collected, manipulated. Sometimes it’s misleading and maybe ends up maybe compromising some of our privacy rights.”

The states are stepping up because the federal government isn’t, said Brnovich. “Washington D.C. has been — at least in the last decade — where good ideas go to die.”

What’s being seen is the “inaction or inability of the bureaucrats in Washington D.C. to do anything about protecting individual Americans, their privacy rights, how they are being manipulated when it comes to news feeds and news coverage,” he said.

Facebook and Google did not immediately respond to CNBC’s request for comment.

However, in a statement to the Washington Post, Facebook’s vice president of state and local public policy, said the company has had “productive conversations” with state AGs. “Many officials have approached us in a constructive manner, focused on solutions that ensure all companies are protecting people’s information, and we look forward to working with them,” he said.

Google also gave the paper a statement that said, “Privacy and security are built into all of our products, and we will continue to engage constructively with state attorneys general on policy issues.”

Brnovich wouldn’t comment on individual companies.

“I will assure you that no matter how big the company is that if they are violating the rights of Arizonians, we are going to take a look at them and we are going to come after them hard in the courtroom if that is appropriate.”